CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 1.9544 1.9598 0.0054 0.3% 1.9372
High 1.9544 1.9598 0.0054 0.3% 1.9544
Low 1.9544 1.9598 0.0054 0.3% 1.9326
Close 1.9544 1.9598 0.0054 0.3% 1.9544
Range
ATR 0.0078 0.0076 -0.0002 -2.2% 0.0000
Volume 3 5 2 66.7% 9
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.9598 1.9598 1.9598
R3 1.9598 1.9598 1.9598
R2 1.9598 1.9598 1.9598
R1 1.9598 1.9598 1.9598 1.9598
PP 1.9598 1.9598 1.9598 1.9598
S1 1.9598 1.9598 1.9598 1.9598
S2 1.9598 1.9598 1.9598
S3 1.9598 1.9598 1.9598
S4 1.9598 1.9598 1.9598
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 2.0125 2.0053 1.9664
R3 1.9907 1.9835 1.9604
R2 1.9689 1.9689 1.9584
R1 1.9617 1.9617 1.9564 1.9653
PP 1.9471 1.9471 1.9471 1.9490
S1 1.9399 1.9399 1.9524 1.9435
S2 1.9253 1.9253 1.9504
S3 1.9035 1.9181 1.9484
S4 1.8817 1.8963 1.9424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9598 1.9326 0.0272 1.4% 0.0000 0.0% 100% True False 2
10 1.9732 1.9298 0.0434 2.2% 0.0000 0.0% 69% False False 3
20 1.9732 1.9298 0.0434 2.2% 0.0000 0.0% 69% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.9598
2.618 1.9598
1.618 1.9598
1.000 1.9598
0.618 1.9598
HIGH 1.9598
0.618 1.9598
0.500 1.9598
0.382 1.9598
LOW 1.9598
0.618 1.9598
1.000 1.9598
1.618 1.9598
2.618 1.9598
4.250 1.9598
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 1.9598 1.9569
PP 1.9598 1.9540
S1 1.9598 1.9511

These figures are updated between 7pm and 10pm EST after a trading day.

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